At the begining of GOW 2 he lost most and then all of his powers because he lost some from zeus then he drained the rest into the BoO.
On the 3rd one he lost all of the 2 games powers in the River Stix.
CoO has been mentioned and I cant recall GoS but since it was while he was a god I would assume he lost them in GOW 2 also.
Going in order of the in-game timeline:
Chains of Olympus - As others have said, Athena and Helios took the Gauntlet of Zeus and the Sun Shield but I have no idea what happened to the powers.
God of War - All powers and weapons taken by Ares are returned after killing him, except the Blades of Chaos, which are replaced with the Blades of Athena.
Ghost of Sparta - Powers and Artemis Blade from God of War gone for no apparent reason, Arms of Sparta are left at Deimos' grave.
God of War II - Powers from Ghost of Sparta gone for no apparent reason. Poseidon's Rage returns somehow. No godly powers or weapons of his own.
God of War III - Powers and most weapons from God of War II gone for no apparent reason. New magic learned somehow. Blades of Athena replaced with Blades of Exile. All weapons destroyed by Fear Zeus.